mini-sized Dow ($5) Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 7,919 8,000 81 1.0% 7,959
High 8,069 8,280 211 2.6% 8,280
Low 7,799 7,965 166 2.1% 7,799
Close 7,994 8,254 260 3.3% 8,254
Range 270 315 45 16.7% 481
ATR 265 268 4 1.4% 0
Volume 197,927 247,523 49,596 25.1% 981,948
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 9,111 8,998 8,427
R3 8,796 8,683 8,341
R2 8,481 8,481 8,312
R1 8,368 8,368 8,283 8,425
PP 8,166 8,166 8,166 8,195
S1 8,053 8,053 8,225 8,110
S2 7,851 7,851 8,196
S3 7,536 7,738 8,168
S4 7,221 7,423 8,081
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 9,554 9,385 8,519
R3 9,073 8,904 8,386
R2 8,592 8,592 8,342
R1 8,423 8,423 8,298 8,508
PP 8,111 8,111 8,111 8,153
S1 7,942 7,942 8,210 8,027
S2 7,630 7,630 8,166
S3 7,149 7,461 8,122
S4 6,668 6,980 7,990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,280 7,799 481 5.8% 243 2.9% 95% True False 196,389
10 8,359 7,799 560 6.8% 245 3.0% 81% False False 195,577
20 8,749 7,799 950 11.5% 269 3.3% 48% False False 197,234
40 9,048 7,799 1,249 15.1% 258 3.1% 36% False False 157,220
60 9,048 7,398 1,650 20.0% 333 4.0% 52% False False 104,981
80 9,894 7,398 2,496 30.2% 393 4.8% 34% False False 78,780
100 11,540 7,398 4,142 50.2% 424 5.1% 21% False False 63,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9,619
2.618 9,105
1.618 8,790
1.000 8,595
0.618 8,475
HIGH 8,280
0.618 8,160
0.500 8,123
0.382 8,085
LOW 7,965
0.618 7,770
1.000 7,650
1.618 7,455
2.618 7,140
4.250 6,626
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 8,210 8,183
PP 8,166 8,111
S1 8,123 8,040

These figures are updated between 7pm and 10pm EST after a trading day.

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